+833.1%
GLW vs APTV
-15.8%
+848.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.8% | -4.1% |
| 7D | +11.7% | -1.8% | +13.5% | +12.2% |
| 30D | +2.7% | -7.9% | +10.6% | +5.4% |
| 3M | -2.8% | -29.9% | +27.1% | +8.6% |
| 6M | +20.2% | -36.6% | +56.7% | +38.4% |
| YTD | +87.3% | -40.0% | +127.2% | +118.3% |
| 1Y | +119.6% | -44.0% | +163.6% | +162.2% |
| 3Y | +453.7% | -54.5% | +508.2% | +584.1% |
| 5Y | +376.1% | -68.8% | +444.9% | +551.8% |
| All | +833.1% | -15.8% | +848.9% | +829.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling